+465.4%
TPR vs BIDU
+1,407.1%
-941.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.0% |
| 7D | -2.3% | +2.4% | -4.7% | -2.9% |
| 30D | -23.0% | -10.5% | -12.5% | -21.2% |
| 3M | -12.5% | -26.2% | +13.7% | -6.4% |
| 6M | -21.4% | -16.4% | -5.0% | -19.0% |
| YTD | -3.5% | -23.9% | +20.4% | +1.2% |
| 1Y | +17.4% | +1.3% | +16.1% | +12.8% |
| 3Y | +291.3% | -32.1% | +323.3% | +302.7% |
| 5Y | +241.9% | -39.0% | +280.9% | +239.3% |
| 10Y | +322.7% | -44.0% | +366.7% | +296.3% |
| All | +465.4% | +1,407.1% | -941.8% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling